Questions tagged [interactive-brokers]

Questions about Interactive Brokers, a retail brokerage, and its API for automated trading.

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32 votes
9 answers
27k views

How should I store tick data?

How should I store tick data? For example, if I have an IB trading account, how should I download and store the tick data directly to my computer? Which software should I use?
Marko 's user avatar
  • 461
24 votes
7 answers
34k views

Is the Interactive Brokers API suitable for hft?

By HFT here I mean anything with holding period less than 5 to 10 minutes. Any empirical/anecdotal evidence of using it successfully on even higher frequencies?
user40's user avatar
  • 2,687
7 votes
4 answers
10k views

Utility to download historical Implied Volatility data from Interactive Brokers?

Does anyone know of a utility that can download historical Implied Volatility (IV) data from Interactive Brokers' Trader Workstation?
Contango's user avatar
  • 1,490
6 votes
6 answers
15k views

Option trading API other than Interactive Brokers

I'm looking for an options broker that provides an execution API. I'd like to ideally test on a papertrading version of it before connecting to a real execution engine. I know IB offers that, but they ...
AnalyticsBuilder's user avatar
2 votes
1 answer
7k views

IbPy download historical price data

How can i download historical price data from interactive brokers using IbPy and python?
Uninvited's user avatar
2 votes
1 answer
495 views

How to get all securities in an asset class from IBPy (Interactive Brokers python API)

Would like to know how to request all securities in an asset class using IBpy, the python wrapper for the Interactive Brokers API. For example getting all currency pairs in the class forex ('CASH'), ...
lostlostlostlostlost's user avatar
0 votes
0 answers
588 views

How can I export intraday stock data into CSV from Interactive Broker or Yahoo Finance?

Google Finance API seems to be down forever. Are there instructions or manuals for downloading intraday stock data into CSV files from Interactive Broker OR Yahoo Finance?
Kevvy Kim's user avatar
  • 173